Milano Assicurazioni SPA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8964 | 3.99 | |
| 0.0775 | 5.57 | |
| 0.8691 | 38.66 | |
| 0.3644 | 2.51 | |
| -0.6237 | -3.07 | |
| 0.4422 | 3.64 | |
| -0.3484 | -3.08 | |
| 0.2617 | 2.24 | |
| -0.2018 | -1.57 | |
| 0.2567 | 1.65 | |
| -0.1327 | -0.78 | |
| -0.1114 | -0.70 | |
| 0.1026 | 1.13 |
Estimation Period:
Jan 1, 1990 to Jan 3, 2014
Jan 1, 1990 to Jan 3, 2014
News Impact Curve
Volatility Forecasts
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